+161.6%
CAPR vs FGI
-70.6%
+232.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.4% | +4.7% |
| 7D | +41.1% | -7.0% | +48.0% | +41.5% |
| 30D | +11.1% | -4.2% | +15.3% | +11.3% |
| 3M | +115.3% | +55.6% | +59.7% | +99.9% |
| 6M | -73.8% | -3.2% | -70.7% | -75.0% |
| YTD | -68.8% | +29.1% | -97.9% | -72.3% |
| 1Y | +43.3% | +51.0% | -7.7% | +23.6% |
| 3Y | +214.7% | +1.5% | +213.2% | +162.1% |
| All | +161.6% | -70.6% | +232.2% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling